“…Then several different applications progressively emerged in economics, image processing and biomedical instrumentation, to name a few. More recently, the KF found applications as part of more complex systems, as in an adaptive control system -see for example (Sastry & Bodson, 1989), where it is shown that the RLS (recursive least mean square) algorithm is a particular case of the KF -and attempts to find a nonlinear KF have been taking place, as in (Wong & Yau, 1999) and (Colón & Pait, 2004). This chapter presents a concise survey of applications of KF to power systems and power electronics, giving emphasis on the topic of signal's fundamental component identification, which has a key role in most of them.…”